UC WAR. CALL 09/24 GXI/ DE000HC9D8P4 /
| 2024-04-29 12:16:31 PM | Chg.-0.0100 | Bid12:18:23 PM | Ask12:18:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -2.50% | 0.3700 Bid Size: 80,000 |
0.3800 Ask Size: 80,000 |
GERRESHEIMER AG | 120.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9D8P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.38 |
| Parity: | -1.95 |
| Time value: | 0.40 |
| Break-even: | 124.00 |
| Moneyness: | 0.84 |
| Premium: | 0.23 |
| Premium p.a.: | 0.72 |
| Spread abs.: | 0.03 |
| Spread %: | 8.11% |
| Delta: | 0.29 |
| Theta: | -0.03 |
| Omega: | 7.36 |
| Rho: | 0.10 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3600 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.63% | ||
|---|---|---|---|
| 1 Month | -37.10% | ||
| 3 Months | 0.00% | ||
| YTD | -22.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.3200 |
| 6M High / 6M Low: | 0.8800 | 0.2100 |
| High (YTD): | 2024-03-06 | 0.8800 |
| Low (YTD): | 2024-02-15 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4832 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4544 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 229.09% | |
| Volatility 6M: | 289.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
